EE263
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EE263: Lecture Slides
Professor Stephen Boyd
,
Stanford University
, Autumn Quarter 2007–08
Cover page and table of contents
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Overview
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Linear functions
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Linear algebra review
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Orthonormal sets of vectors and QR factorization
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Least-squares
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Least-squares applications
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Regularized least-squares and Gauss-Newton method
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Least-norm solutions of underdetermined equations
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Autonomous linear dynamical systems
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Solution via Laplace transform and matrix exponential
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Eigenvectors and diagonalization
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Jordan canonical form
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Linear dynamical systems with inputs and outputs
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Example: Aircraft dynamics
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Symmetric matrices, quadratic forms, matrix norm, and SVD
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SVD applications
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Example: Quantum mechanics
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Controllability and state transfer
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Observability and state estimation
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Summary and final comments
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